+1,399.7%
CSX vs MSCI
+3,261.3%
-1,861.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +0.5% |
| 7D | +0.1% | +11.5% | -11.3% | -4.1% |
| 30D | +9.7% | +22.1% | -12.3% | +1.4% |
| 3M | +2.3% | +18.4% | -16.1% | -4.6% |
| 6M | +17.1% | +16.6% | +0.4% | +8.8% |
| YTD | +44.9% | +18.8% | +26.1% | +32.3% |
| 1Y | +47.1% | +19.0% | +28.1% | +34.2% |
| 3Y | +78.6% | +40.7% | +37.8% | +47.2% |
| 5Y | +57.2% | +7.9% | +49.3% | +39.5% |
| 10Y | +479.2% | +848.9% | -369.7% | +93.5% |
| All | +1,399.7% | +3,261.3% | -1,861.6% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling